-15.1%
WST vs UEC
+151.4%
-166.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +0.7% | -6.9% | +7.7% | +1.0% |
| 30D | -3.1% | +7.6% | -10.8% | -3.5% |
| 3M | +7.2% | -18.4% | +25.6% | +7.8% |
| 6M | +36.8% | -23.3% | +60.1% | +37.4% |
| YTD | +23.8% | -1.2% | +25.0% | +22.5% |
| 1Y | +37.8% | +2.3% | +35.5% | +34.8% |
| All | -15.1% | +151.4% | -166.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UEC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling